That activity does not export to a Windows Server. It only downloads to the workflow server as a token for use with other workflow activities. https://www.laserfiche.com/support/webhelp/Laserfiche/10/en-us/administration/Default.htm#../Subsystems/LFWorkflow/Content/Resources/Activities/DownloadElectronicDocument.htm

It used to be that if you wanted to export to Windows, you had to buy the SDK and program it yourself. Now a company called qFiche sells a great export activity for Workflow called Document Export. They have a free trial so you can verify it works for you. I have purchased it and it was easy to setup, support is very responsive, and it has been working perfectly

http://qfiche.com/products